Change-point detection is a classical problem in statistics and econometrics, and has been extensively studied in the fixed dimensional context and to detect changes in the mean or the covariance structure of a sequence of observations. This work focuses…
Upcoming Seminars
May. 21st, 3:30 PM
Seminar presented by Shubhadeep ChakrabortyMay. 28th, 3:30 PM
Seminar presented by Irina GaynanovaA great number of multivariate statistical methods, such as principal component analysis, discriminant analysis, canonical correlation analysis and graphical lasso to name a few, require the estimate of covariance or correlation matrix of variables as…
Jun. 4th, 3:30 PM
Seminar presented by Iain CarmichaelStructured sparsity is an important part of the modern statistical toolkit. A large body of research has shown that sparsity inducing penalties such as the group or fused Lasso (and their concave generalizations) can learn structured sparsity patterns…
Technical Reports
Smoking is one of the main risk factors that has affected human mortality and life expectancy over the past century. Smoking accounts for a large part of the nonlinearities in the growth of life…
Hotelling’s T2 - test for the mean of a multivariate normal distribution is one of the triumphs of classical multivariate analysis. It is uniformly most powerful among invariant tests,…
Sea ice, or frozen ocean water, annually freezes and melts in the Arctic. The need for accu- rate forecasts of where sea ice will be located weeks to months in advance has increased as the amount…
Recent News
Each year, the National Defense Science and Engineering Graduate (NDSEG) fellowship is awarded to doctoral students in recognition of their academic excellence in Science, Technology, Engineering and…
We our proud to announce that the Institute of Mathematical Statistics (IMS) has selected three of our alumni as their 2021 class of fellows:
Charles Geyer, Professor in the School of Statistics at…
A team based at the University of Washington has developed a model to help the United Nations identify local areas in sub-Saharan Africa and Southern Asia where additional resources may be needed to…